Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.602 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48924.29 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42240.69 Kr¶

PnL: ---------------------------------------> -192.59 Kr¶

DD now: ---------------------------------> -7.899 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 13:18:06.909659'

Anic Portfolio¶

Today¶

Return: -0.768 %¶

This Week¶

Return: -0.768 %¶

Total portfolio value¶

Return including deposits: 60.166 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.580000 1656.900000 189.360000 12.900000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
Orrön Energy 180 0.620000 2052.900000 15.300000 0.750000 2037.600000
HEXPOL B 9 0.350000 1032.300000 14.400000 1.410000 1017.900000
BioGaia B 8 1.210000 939.200000 11.200000 1.210000 928.000000
Catena 2 1.420000 800.800000 11.200000 1.420000 789.600000
JM 6 1.180000 872.400000 10.200000 1.180000 862.200000
Atrium Ljungberg B 5 1.070000 943.000000 10.000000 1.070000 933.000000
Sagax B 4 1.080000 861.200000 9.200000 1.080000 852.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
ASSA ABLOY B 3 0.540000 781.200000 4.200000 0.540000 777.000000
AcadeMedia 8 0.100000 403.200000 2.000000 0.500000 401.200000
Clas Ohlson B 12 0.060000 971.400000 0.600000 0.060000 970.800000
Biotage 7 0.000000 939.400000 0.000000 0.000000 939.400000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
EQT 4 -0.140000 828.400000 -1.200000 -0.140000 829.600000
SKF B 5 -0.320000 935.000000 -3.000000 -0.320000 938.000000
Hexatronic Group 12 -0.520000 959.520000 -5.040000 -0.520000 964.560000
OX2 13 -0.750000 940.550000 -7.150000 -0.750000 947.700000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
Byggmax Group 33 -0.830000 946.440000 -7.920000 -0.830000 954.360000
Gränges 9 -0.870000 918.000000 -8.100000 -0.870000 926.100000
Nordic Waterproofing Holding 7 -1.600000 949.200000 -15.400000 -1.600000 964.600000
Alimak Group 11 -2.020000 907.500000 -18.700000 -2.020000 926.200000
Addnode Group B 11 -2.220000 898.150000 -20.350000 -2.220000 918.500000
Latour B 4 -3.550000 824.800000 -30.400000 -3.550000 855.200000
VEF 909 -2.260000 1810.730000 -34.540000 -1.870000 1845.270000
Indutrade 5 -2.880000 1179.500000 -35.000000 -2.880000 1214.500000
Vitec Software Group B 2 -3.970000 1041.000000 -43.000000 -3.970000 1084.000000
Hexagon B 26 -1.360000 3404.700000 -46.800000 -1.360000 3451.500000
Bufab 3 -4.720000 1054.200000 -52.200000 -4.720000 1106.400000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
BHG Group 97 -5.660000 1373.520000 -81.480000 -5.600000 1455.000000
TOTAL 42244.910000 -188.370000 -7.89121% 42433.280000

Updated:¶

'2023-07-03 13:17:44.369139'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶